Quarterly report pursuant to Section 13 or 15(d)

DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details)

v3.19.3
DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Debt Instrument [Roll Forward]    
Beginning balance $ 22,656,235  
Borrowings 152,101,817 $ 63,696,426
Repayments (144,545,608) $ (58,414,966)
Ending balance 30,516,231  
Excess MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 297,563  
Ending balance 269,759  
MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 2,360,856  
Ending balance 2,352,961  
Servicer Advances    
Debt Instrument [Roll Forward]    
Beginning balance 3,382,455  
Ending balance 2,896,819  
Real Estate Securities    
Debt Instrument [Roll Forward]    
Beginning balance 11,780,855  
Ending balance 17,877,565  
Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Beginning balance 3,898,059  
Ending balance 6,248,154  
Consumer Loans    
Debt Instrument [Roll Forward]    
Beginning balance 936,447  
Ending balance 870,973  
Repurchase Agreements    
Debt Instrument [Roll Forward]    
Borrowings 152,101,817  
Repayments (144,545,608)  
Capitalized deferred financing costs, net of amortization 182  
Repurchase Agreements | Excess MSRs    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | MSRs    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | Servicer Advances    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | Real Estate Securities    
Debt Instrument [Roll Forward]    
Borrowings 131,684,478  
Repayments (125,587,933)  
Capitalized deferred financing costs, net of amortization 165  
Repurchase Agreements | Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Borrowings 20,417,339  
Repayments (18,957,675)  
Capitalized deferred financing costs, net of amortization 17  
Repurchase Agreements | Consumer Loans    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable    
Debt Instrument [Roll Forward]    
Borrowings 7,600,342  
Repayments (7,306,541)  
Discount on borrowings, net of amortization 6,075  
Unrealized gain on notes, fair value 5,248  
Capitalized deferred financing costs, net of amortization (1,519)  
Notes Payable | Excess MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 297,563  
Borrowings 300,000  
Repayments (328,000)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 196  
Ending balance 269,759  
Notes Payable | MSRs    
Debt Instrument [Roll Forward]    
Borrowings 2,039,949  
Repayments (2,048,653)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 809  
Notes Payable | Servicer Advances    
Debt Instrument [Roll Forward]    
Beginning balance 3,382,455  
Borrowings 3,419,265  
Repayments (3,902,406)  
Discount on borrowings, net of amortization 29  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization (2,524)  
Ending balance 2,896,819  
Notes Payable | Real Estate Securities    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable | Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Borrowings 912,445  
Repayments (27,279)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 5,248  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable | Consumer Loans    
Debt Instrument [Roll Forward]    
Beginning balance 936,447  
Borrowings 928,683  
Repayments (1,000,203)  
Discount on borrowings, net of amortization 6,046  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 0  
Ending balance $ 870,973